This Python package provides implementations for the Horseshoe and Horseshoe+ prior calculations found in "The Horseshoe+ Estimator of Ultra-Sparse Signals", " Default Bayesian analysis with global-local shrinkage priors" and "Prediction risk for global-local shrinkage regression".
- Generic numeric and symbolic functions--via
mpmathand SymPy, respectively--for bivariate confluent hypergeometric functions.
- Expectation and moment calculations for the hypergeometric inverted-beta distribution.
- SURE values.
Install directly from the repository with the following:
$ pip install git+https://bitbucket.org/bayes-horseshoe-plus/hsplus-python-pkg
After cloning the Git repository, use the
-e option in the project directory:
$ pip install -e ./